E-mini S&P 500 Future June 2008

Trading Metrics calculated at close of trading on 19-May-2008

Day Change Summary
	Previous	Current
	16-May-2008	19-May-2008	Change	Change %	Previous Week
Open	1,424.25	1,425.25	1.00	0.1%	1,387.50
High	1,429.50	1,441.00	11.50	0.8%	1,429.50
Low	1,414.75	1,421.75	7.00	0.5%	1,386.25
Close	1,425.75	1,429.75	4.00	0.3%	1,425.75
Range	14.75	19.25	4.50	30.5%	43.25
ATR	20.93	20.81	-0.12	-0.6%	0.00
Volume	1,745,978	1,792,069	46,091	2.6%	8,209,111

Daily Pivots for day following 19-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,488.50	1,478.50	1,440.25
R3	1,469.25	1,459.25	1,435.00
R2	1,450.00	1,450.00	1,433.25
R1	1,440.00	1,440.00	1,431.50	1,445.00
PP	1,430.75	1,430.75	1,430.75	1,433.50
S1	1,420.75	1,420.75	1,428.00	1,425.75
S2	1,411.50	1,411.50	1,426.25
S3	1,392.25	1,401.50	1,424.50
S4	1,373.00	1,382.25	1,419.25

Weekly Pivots for week ending 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,543.50	1,528.00	1,449.50
R3	1,500.25	1,484.75	1,437.75
R2	1,457.00	1,457.00	1,433.75
R1	1,441.50	1,441.50	1,429.75	1,449.25
PP	1,413.75	1,413.75	1,413.75	1,417.75
S1	1,398.25	1,398.25	1,421.75	1,406.00
S2	1,370.50	1,370.50	1,417.75
S3	1,327.25	1,355.00	1,413.75
S4	1,284.00	1,311.75	1,402.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,441.00	1,396.50	44.50	3.1%	18.25	1.3%	75%	True	False	1,675,186
10	1,441.00	1,381.75	59.25	4.1%	19.50	1.4%	81%	True	False	1,678,794
20	1,441.00	1,368.00	73.00	5.1%	19.75	1.4%	85%	True	False	1,684,923
40	1,441.00	1,309.50	131.50	9.2%	21.00	1.5%	91%	True	False	1,723,333
60	1,441.00	1,253.00	188.00	13.1%	26.00	1.8%	94%	True	False	1,479,027
80	1,441.00	1,253.00	188.00	13.1%	26.75	1.9%	94%	True	False	1,110,962
100	1,519.75	1,253.00	266.75	18.7%	28.50	2.0%	66%	False	False	889,712

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.63
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,522.75
2.618	1,491.50
1.618	1,472.25
1.000	1,460.25
0.618	1,453.00
HIGH	1,441.00
0.618	1,433.75
0.500	1,431.50
0.382	1,429.00
LOW	1,421.75
0.618	1,409.75
1.000	1,402.50
1.618	1,390.50
2.618	1,371.25
4.250	1,340.00

Fisher Pivots for day following 19-May-2008
Pivot	1 day	3 day
R1	1,431.50	1,427.50
PP	1,430.75	1,425.25
S1	1,430.25	1,423.00

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These figures are updated between 7pm and 10pm EST after a trading day.

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